UC WAR. CALL 12/24 AB2/ DE000HD3ZSF9 /
| 2024-05-21 1:46:00 PM | Chg.-0.0600 | Bid2024-05-21 | Ask2024-05-21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | -13.95% | 0.3600 Bid Size: 50,000 |
0.3700 Ask Size: 50,000 |
ABN AMRO Bank NV | 19.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD3ZSF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 19.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 33.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.25 |
| Parity: | -3.04 |
| Time value: | 0.47 |
| Break-even: | 19.47 |
| Moneyness: | 0.84 |
| Premium: | 0.22 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.07 |
| Spread %: | 17.50% |
| Delta: | 0.26 |
| Theta: | 0.00 |
| Omega: | 8.89 |
| Rho: | 0.02 |
Quote data
| Open: | 0.4300 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3700 |
| Previous Close: | 0.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -43.94% | ||
|---|---|---|---|
| 1 Month | +8.82% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.6600 | 0.3200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4405 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 205.84% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
